All of Echoes and Doppleganger. All of them. Also that bit at the end of Miller's Crossing where John talks a man into killing himself because he can't lose Rodney. As you do. And all of The Last Man, what with Rodney spending his whole live trying to get John back from 48,000 years in the future. Again, as you do. And that bit in Tao of Rodney where John awkwardly tells Rodney he loves him like a friend loves another friend, in those actual words. Thank you for clarifying, John!

Uh. Yes. You can kind of tell that in my headcanon they don't actually get together until they're stuck on Earth in the Return, because none of the earlier McKay/Sheppard stuff people cite ever really even occurs to me when asked this question.

The Return Part 1, The Tao of Rodney, The Game, ... that one where Rodney nearly ascends and probably that one where Rodney explains that they've gotten into the habit of saving each others lives in the VR episode. Hmm. It never really leaves you...